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You are considering an option. It has a Delta of 8.2 and a Gamma of 6.8. Suppose the initial stock price is 52.4 and the

You are considering an option. It has a Delta of 8.2 and a Gamma of 6.8. Suppose the initial stock price is 52.4 and the stock moves to 2.5. What if any. is the change in the option's delta? a. 7.48000 b. 12.31400 c. 4.11400 d. 8.22800 e. 1.71417 f. 3.74000 g. There is no change. A position's delta does not change over time

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